+54.1%
IWM vs SMR
+7.6%
+46.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -1.1% | +13.1% | -14.2% | -2.3% |
| 30D | -3.1% | +17.8% | -20.9% | -4.7% |
| 3M | +2.2% | +8.1% | -5.9% | +0.8% |
| 6M | +15.1% | -11.1% | +26.2% | +14.4% |
| YTD | +18.6% | -23.7% | +42.3% | +18.6% |
| 1Y | +24.0% | -69.4% | +93.4% | +31.5% |
| 3Y | +63.7% | +82.6% | -18.9% | +32.3% |
| All | +54.1% | +7.6% | +46.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling